Hey @SimonBrettschneider,
Welcome to the community and apologies for the late reply!
This kind of error is being thrown only when the pull request that you are referring to with the pull request key was not created on the Azure before analysis. Can it be the case in your setup? Is the pull request always created before you run the analysis?
I have one more question. You mentioned Bitbucket Cloud and Azure, are you using azure pipelines to analyze the code and bitbucket as a code repository? Or everything is done in Azure?
Best,
Marcin